insurancerating 0.7.5
- rating_factors()now always returns correct output when
column with exposure in data is not named- exposure
- intercept_onlyin- update_glm()is added to
apply the manual changes and refit the intercept, ensuring that the
changes have no impact on the other variables.
- smoothingin- smooth_coef()is added to
choose smoothing specification
- The README has been revised
insurancerating 0.7.4
- bootstrap_rmse()now uses- after_stat(density)instead of the deprecated dot-dot
notation
- custom_themein- autoplot.univariate()is
added to customize the theme
insurancerating 0.7.3
- autoplot.univariate()now generates a plot even when
there are missing values in the rows
- rating_factors()now always returns the correct
coefficients when used on a ‘refitsmooth’ or ‘refitrestricted’ class of
GLM.
insurancerating 0.7.2
- update_glm()now always returns the correct interval in
case the function is used in combination with- smooth_coef()
insurancerating 0.7.1
- rotate_anglein- autoplot.univariate()is
added to rotate x-labels
- univariate()now accepts external vectors for- x;- vec_ext()must be used
insurancerating 0.7.0
- smooth_coef()now gives correct results for intervals
with scientific notation
- reduce()now returns no errors anymore for columns with
dates in POSIXt format
insurancerating 0.6.9
- refit_glm()is renamed to- update_glm()
- construct_model_points()and- model_data()are added to create model points
insurancerating 0.6.8
- show_totalin- autoplot.univariate()is
added to add line for total of groups in case- byis used in- univariate();- total_colorcan be used to
change the color of the line, and- total_nameis added to
change the name of the legend for the line
- rating_factors()now accepts GLMs with an intercept
only
- fit_truncated_dist()is added to fit the original
distribution (gamma, lognormal) from truncated severity data
- join_to_nearest()now returns NA in case NA is used as
input
insurancerating 0.6.7
- smooth_coef()now returns an error message when
intervals are not obtained by cut()
- get_data()is added to return the data used in- refit_glm()
insurancerating 0.6.6
- summary.reduce()now gives correct aggregation for
periods “months” and “quarters”
- rows_per_date()is added to determine active portfolio
for a certain date
insurancerating 0.6.5
- smooth_coef()and- restrict_coef()are
added for model refinement
- histbin()now uses darkblue as default fill color
insurancerating 0.6.4
- In summary.reduce(),namecan be used to
change the name of the new column in the output.
- Dataset MTPLnow contains extra columns forpower,bm, andzip.
- Some functions in insightare renamed, thereforeinsight::format_table()is replaced withinsight::export_table().
insurancerating 0.6.3
- fit_gam()for pure premium is now using average premium
for each x calculated as sum(pure_premium * exposure) / sum(exposure)
instead of sum(pure_premium) / sum(exposure) (#2).
- histbin()is added to create histograms with
outliers
- reducenow returns a data.frame as output
insurancerating 0.6.2
- check_normality()is now depreciated; use- check_residuals()instead to detect overall deviations from
the expected distribution
- rating_factors()now shows significance stars for
p-values
- period_to_months()arithmetic operations with dates are
rewritten; much faster
- univariate()now has argument- byto
determine summary statistics for different subgroups
insurancerating 0.6.1
- univariate_all()and- autoplot.univ_all()are now depreciated; use- univariate()and- autoplot.univariate()instead
- check_overdispersion(),- check_normality(),- model_performance(),- bootstrap_rmse(), and- add_prediction()are added to test model quality and return
performance metrics
- reduce()is added to reduce an insurance portfolio by
merging redundant date ranges
insurancerating 0.6.0
- label_widthin- autoplot()is added to wrap
long labels in multiple lines
- sort_manualin- autoplot()is added to sort
risk factors into an own ordering
- autoplot()now works without manually loading package- ggplot2and- patchworkfirst
- rating_factors()now returns an object of class- riskfactor
- autoplot.riskfactor()is added to create the
corresponding plots to the output given by- rating_factors()
insurancerating 0.5.2
- autoplot.univ_all()now gives correct labels on the
x-axis when- ncol> 1.
insurancerating 0.5.1
- A package website is added using pkgdown.
- construct_tariff_classes()and- fit_gam()now only returns tariff classes and fitted gam respectively; other items
are stored as attributes.
- univariate_frequency(),- univariate_average_severity(),- univariate_risk_premium(),- univariate_loss_ratio(),- univariate_average_premium(),- univariate_exposure(), and- univariate_all()are added to perform an univariate analysis on an insurance
portfolio.
- autoplot()creates the corresponding plots to the
summary statistics calculated by- univariate_*.
insurancerating 0.5.0
- construct_tariff_classes()is now split in- fit_gam()and- construct_tariff_classes().
- A vignette is added on how to use the package.
insurancerating 0.4.3
- period_to_months()is added to split rows with a time
period longer than one month to multiple rows with a time period of
exactly one month each.
insurancerating 0.4.2
- In construct_tariff_classes(),modelnow
also accepts ‘severity’ as specification.